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Consider two stocks, Stock D with an expected return of 18 percent and a standard deviation of 34 percent and Stock I, an international company,
Consider two stocks, Stock D with an expected return of 18 percent and a standard deviation of 34 percent and Stock I, an international company, with an expected return of 9 percent and a standard deviation of 14 percent. The correlation between the two stocks is -.07. What is the weight of each stock in the minimum variance portfolio? (Round your answer to 4 decimal places.) |
Weight of Stock D | |
Weight of Stock I |
N
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